Advanced economic scenario generator models with full transparency and control
Numerix Economic Scenario Generator (ESG) is an advanced stochastic simulation framework designed to generate both risk-neutral and real-world economic scenarios. Leveraging over 40 industry-leading capital market models across a wide range of asset classes—including sophisticated models like the Libor Market Model (LMM), Bates, and Credit Transition Models (CTM). ESG empowers financial institutions to perform scenario analysis and meet critical risk management, regulatory and accounting requirements, including Solvency II, IFRS17, GAAP, and US statutory reporting. Whether you're managing insurance liabilities, evaluating strategic asset allocations, or conducting stress tests, ESG offers the most sophisticated and reliable toolset for your financial modeling needs.
Capabilities
Built on the world’s most comprehensive capital markets model library
Access 40+ market-standard models across all asset classes, including sophisticated models like the Libor Market Model (LMM), Bates model, and Credit Transition Models (CTM).
Putting you in control of your scenario generation
Numerix ESG provides full visibility and customization of model settings and calibration parameters, allowing users to adjust and optimize scenarios to meet their specific needs and fine-tune their scenario generation process.
Comprehensive scripting capabilities
Users can create custom indices and generate tailored scenarios for new product development, enhancing innovation and accelerating time-to-market.
<p>Accurate modeling of correlated markets and asset dynamics</p>
Numerix ESG offers the most robust hybrid model in the industry, enabling accurate pricing and Greek calculations for products consisting of multiple underlying assets from different asset classes.
<p>Time Slice Observer (TSO) </p>
Numerix ESG’s Time Slice Observer (TSO) offers powerful capabilities for generating both risk-neutral and real-world economic scenarios across all asset classes, leveraging its robust hybrid model framework. This flexible tool enables users to customize Monte Carlo paths with settings such as the number of paths, projection time horizon, and observation frequency, ensuring that scenario analysis is precisely tailored to business requirements. Built-in validation tests uphold the integrity and quality of the scenarios, which can then be seamlessly applied for valuation and risk management purposes.
<p>Deep integration</p>
Numerix ESG is fully compatible with multiple APIs including Excel, C++, Java, MATLAB, and Python, offering seamless integration with existing systems and enabling workflow automation across departments.
Numerix named a leader
In the 2024 Chartis Research RiskTech Quadrant® for Pricing and Valuation Systems, 2024 – Integrated Pricing and Risk Management
Capital markets awards that speak for themselves
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